Despegar.com Corp (DESP)
18.75
+0.26
(+1.41%)
USD |
NYSE |
Nov 22, 16:00
19.26
+0.51
(+2.72%)
After-Hours: 20:00
Despegar.com Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Expedia Group Inc | 70.50% |
Alibaba Group Holding Ltd | 80.09% |
Flanigan'S Enterprises Inc | 71.80% |
Birks Group Inc | 88.31% |
DSS Inc | 99.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.50 |
Beta (5Y) | 1.967 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.80% |
Historical Sharpe Ratio (5Y) | 0.046 |
Historical Sortino (5Y) | 0.0823 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.35% |